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Details about Cathy Ning

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Workplace:Department of Economics, Ryerson University, (more information at EDIRC)

Access statistics for papers by Cathy Ning.

Last updated 2011-05-19. Update your information in the RePEc Author Service.

Short-id: pni130


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Working Papers

2010

  1. Asymmetric Dependence in US Financial Risk Factors?
    UiS Working Papers in Economics and Finance, University of Stavanger Downloads
  2. Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data
    Working Papers, University of Waterloo, Department of Economics Downloads View citations (2)
    Also in Working Papers, Ryerson University, Department of Economics (2009) Downloads

2009

  1. Extreme Dependence in International Stock Markets
    Working Papers, Ryerson University, Department of Economics Downloads View citations (12)
  2. Segmentation across International Equity, Bond, and Foreign Exchange Markets
    Working Papers, Ryerson University, Department of Economics Downloads
  3. The Dependence Structure of Macroeconomic Variables in the US
    Working Papers, Ryerson University, Department of Economics Downloads
    Also in UiS Working Papers in Economics and Finance, University of Stavanger (2009) Downloads View citations (1)

2008

  1. Extreme Return-Volume Dependence in East-Asian Stock Markets: A Copula Approach
    Working Papers, University of Waterloo, Department of Economics View citations (3)
    See also Journal Article in Finance Research Letters (2009)

Journal Articles

2010

  1. Dependence structure between the equity market and the foreign exchange market-A copula approach
    Journal of International Money and Finance, 2010, 29, (5), 743-759 Downloads View citations (89)
  2. The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach
    Canadian Journal of Economics, 2010, 43, (3), 1016-1039 Downloads View citations (22)

2009

  1. Extreme return-volume dependence in East-Asian stock markets: A copula approach
    Finance Research Letters, 2009, 6, (4), 202-209 Downloads View citations (28)
    See also Working Paper (2008)

2008

  1. Estimation of the stochastic conditional duration model via alternative methods
    Econometrics Journal, 2008, 11, (3), 593-616 View citations (12)
  2. Modeling the leverage effect with copulas and realized volatility
    Finance Research Letters, 2008, 5, (4), 221-227 Downloads View citations (8)
 
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